In this paper, we propose different algorithms for the solution of a tensor linear discrete ill-posed problem arising in the application of the meshless method for solving PDEs in three-dimensional space using multiquadric radial basis functions. It is well known that the truncated singular value decomposition (TSVD) is the most common effective solver for ill-conditioned systems, but unfortunately the operation count for solving a linear system with the TSVD is computationally expensive for large-scale matrices. In the present work, we propose algorithms based on the use of the well known Einstein product for two tensors to define the tensor global Arnoldi and the tensor Gloub Kahan bidiagonalization algorithms. Using the so-called Tikhonov regularization technique, we will be able to provide computable approximate regularized solutions in a few iterations.
We present a new method for the solution of PDEs on manifolds $\mathbb{M} \subset \mathbb{R}^d$ of co-dimension one using stable scale-free radial basis function (RBF) interpolation. Our method involves augmenting polyharmonic spline (PHS) RBFs with polynomials to generate RBF-finite difference (RBF-FD) formulas. These polynomial basis elements are obtained using the recently-developed \emph{least orthogonal interpolation} technique (LOI) on each RBF-FD stencil to obtain \emph{local} restrictions of polynomials in $\mathbb{R}^3$ to stencils on $\mathbb{M}$. The resulting RBF-LOI method uses Ca…
In this paper, a new localized radial basis function (RBF) method based on partition of unity (PU) is proposed for solving boundary and initial-boundary value problems. The new method is benefited from a direct discretization approach and is called the `direct RBF partition of unity (D-RBF-PU)' method. Thanks to avoiding all derivatives of PU weight functions as well as all lower derivatives of local approximants, the new method is faster and simpler than the standard RBF-PU method. Besides, the discontinuous PU weight functions can now be utilized to develop the method in a more efficient and…
Radial basis function generated finite difference (RBF-FD) methods for PDEs require a set of interpolation points which conform to the computational domain $Ω$. One of the requirements leading to approximation robustness is to place the interpolation points with a locally uniform distance around the boundary of $Ω$. However generating interpolation points with such properties is a cumbersome problem. Instead, the interpolation points can be extended over the boundary and as such completely decoupled from the shape of $Ω$. In this paper we present a modification to the least-squares RBF-FD meth…
In this paper, we present a method based on Radial Basis Function (RBF)-generated Finite Differences (FD) for numerically solving diffusion and reaction-diffusion equations (PDEs) on closed surfaces embedded in $\mathbb{R}^d$. Our method uses a method-of-lines formulation, in which surface derivatives that appear in the PDEs are approximated locally using RBF interpolation. The method requires only scattered nodes representing the surface and normal vectors at those scattered nodes. All computations use only extrinsic coordinates, thereby avoiding coordinate distortions and singularities. We a…
In this paper, we propose a meshfree method based on the Gaussian radial basis function (RBF) to solve both classical and fractional PDEs. The proposed method takes advantage of the analytical Laplacian of Gaussian functions so as to accommodate the discretization of the classical and fractional Laplacian in a single framework and avoid the large computational cost for numerical evaluation of the fractional derivatives. These important merits distinguish it from other numerical methods for fractional PDEs. Moreover, our method is simple and easy to handle complex geometry and local refinement,…
In this paper, we present a novel parallel dimension-independent node positioning algorithm that is capable of generating nodes with variable density, suitable for meshless numerical analysis. A very efficient sequential algorithm based on Poisson disc sampling is parallelized for use on shared-memory computers, such as modern workstations with multi-core processors. The parallel algorithm uses a global spatial indexing method with its data divided into two levels, which allows for an efficient multi-threaded implementation. The addition of bootstrapping enables the algorithm to use any number…
Sparse RBF Networks for PDEs and nonlocal equations: function space theory, operator calculus, and training algorithms
Department of Mathematics, University of California, San Diego, CA 92093, United States（加州大学圣地亚哥分校数学系）；Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831, United States（橡树岭国家实验室计算机科学与数学 division）
Since the advent of mesh-free methods as a tool for the numerical analysis of systems of Partial Differential Equations (PDEs), many variants of differential operator approximation have been proposed. In this work, we propose a local mesh-free strong-form method that combines the stability of Radial Basis Function-Generated Finite Differences (RBF-FD) with the computational effectiveness of Diffuse Approximation Method (DAM), forming a so-called hybrid method. To demonstrate the advantages of a hybrid method, we evaluate its computational complexity and accuracy of the obtained numerical solut…
We consider a class of linear matrix equations involving semi-infinite matrices which have a quasi-Toeplitz structure. These equations arise in different settings, mostly connected with PDEs or the study of Markov chains such as random walks on bidimensional lattices. We present the theory justifying the existence in an appropriate Banach algebra which is computationally treatable, and we propose several methods for their solutions. We show how to adapt the ADI iteration to this particular infinite dimensional setting, and how to construct rational Krylov methods. Convergence theory is discuss…
In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of the parameter $\mathbfσ\in \mathbb{R}^s$. We propose a solution strategy where one first computes a basis for the appropriate compound Krylov subspace and then uses this basis to compute a subspace solution for multiple $\mathbfσ$. Three kinds of compound Krylov subspaces are discussed. Error estimate is given for the subspace solution from each of these space…
We develop a new meshfree geometric multilevel (MGM) method for solving linear systems that arise from discretizing elliptic PDEs on surfaces represented by point clouds. The method uses a Poisson disk sampling-type technique for coarsening the point clouds and new meshfree restriction/interpolation operators based on polyharmonic splines for transferring information between the coarsened point clouds. These are then combined with standard smoothing and operator coarsening methods in a V-cycle iteration. MGM is applicable to discretizations of elliptic PDEs based on various localized meshfree …
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A fin…
Rosenbrock-Krylov Methods for Large Systems of Differential Equations
Virginia Polytechnic Institute and State University（弗吉尼亚理工大学）；Computational Science Laboratory, Department of Computer Science, Virginia Tech.（弗吉尼亚理工学院计算机科学与计算科学实验室）
An efficient Krylov subspace algorithm for computing actions of the $φ$ matrix function for large matrices is proposed. This matrix function is widely used in exponential time integration, Markov chains and network analysis and many other applications. Our algorithm is based on a reliable residual based stopping criterion and a new efficient restarting procedure. For matrices with numerical range in the stable complex half plane, we analyze residual convergence and prove that the restarted method is guaranteed to converge for any Krylov subspace dimension. Numerical tests demonstrate efficienc…
Stability and Bifurcation Analysis of Nonlinear PDEs via Random Projection-based PINNs: A Krylov-Arnoldi Approach
Hopkins Extreme Materials Institute, Johns Hopkins University（霍普金斯极端材料研究所，约翰霍普金斯大学）；Dept. of Chemical and Biomolecular Engineering, Johns Hopkins University（化学与生物分子工程系，约翰霍普金斯大学）；School of Chemical Engineering, National Technical University of Athens（希腊技术大学化学工程学院）；Dipartimento di Matematica e Applicazioni “Renato Caccioppoli”, Università degli Studi di Napoli Federico II（那不勒斯费德里科二世大学Renato Caccioppoli数学与应用系）；Dept. of Applied Mathematics and Statistics, Johns Hopkins University（应用数学与统计学系，约翰霍普金斯大学）
In this article, an advanced differential quadrature (DQ) approach is proposed for the high-dimensional multi-term time-space-fractional partial differential equations (TSFPDEs) on convex domains. Firstly, a family of high-order difference schemes is introduced to discretize the time-fractional derivative and a semi-discrete scheme for the considered problems is presented. We strictly prove its unconditional stability and error estimate. Further, we derive a class of DQ formulas to evaluate the fractional derivatives, which employs radial basis functions (RBFs) as test functions. Using these D…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are directly connected to the representation of solutions to backward stochastic differential equations. The proposed scheme is based on splitting the equation in two parts, the first corresponding to a linear parabolic equation and the second to a Hamilton-Jacobi equation. The solutions of these two equations are approximated using, respectively, the Feynman-Kac …
In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization of partial differential equations (PDEs). We tested the effectiveness of the algorithm on several PDEs using different number of sub-domains (ranging from 8 to 32768) and various problem sizes (ranging from about 2000 to over a billion degrees of freedom). We report the results from these tests; the results show that the algorithm scales very well with the …
Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and sometimes ill-conditioned operators. We review common discretization methods for elliptic PDEs such as the finite difference, finite volume, finite element, and spectral methods and the linear systems they form. We also provide an overview of classic to modern solution methods for the linear systems formed by these discretization methods. These methods include s…
Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). This framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions…
We consider parametric families of partial differential equations--PDEs where the parameter $κ$ modifies only the (1,1) block of a saddle point matrix product of a discretization below. The main goal is to develop an algorithm that removes, as much as possible, the dependence of iterative solvers on the parameter $κ$. The algorithm we propose requires only one matrix factorization which does not depend on $κ$, therefore, allows to reuse it for solving very fast a large number of discrete PDEs for different $κ$ and forcing terms. The design of the proposed algorithm is motivated by previous wor…
Multi-shifted linear systems with non-Hermitian coefficient matrices arise in numerical solutions of time-dependent partial/fractional differential equations (PDEs/FDEs), in control theory, PageRank problems, and other research fields. We derive efficient variants of the restarted Changing Minimal Residual method based on the cost-effective Hessenberg procedure (CMRH) for this problem class. Then, we introduce a flexible variant of the algorithm that allows to use variable preconditioning at each iteration to further accelerate the convergence of shifted CMRH. We analyse the performance of the…
